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math.ST2025
Dimension-free Bounds for Covariance Estimation with Tensor-Train Structure
Artsiom Patarusau, Nikita Puchkin, Maxim Rakhuba +1
We consider a problem of covariance estimation from a sample of i.i.d. high-dimensional random vectors. To avoid the curse of dimensionality, we impose an additional assumption on…
math.ST2025
Dimension-free bounds in high-dimensional linear regression via error-in-operator approach
Fedor Noskov, Nikita Puchkin, Vladimir Spokoiny
We consider a problem of high-dimensional linear regression with random design. We suggest a novel approach referred to as error-in-operator which does not estimate the design cova…